+137.8%
LTH vs FDS
-23.2%
+161.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -1.3% | +1.5% | -2.7% | -1.7% |
| 30D | +15.7% | +14.8% | +0.8% | +10.6% |
| 3M | +5.0% | +16.3% | -11.3% | -0.5% |
| 6M | +37.7% | +66.2% | -28.6% | +12.2% |
| YTD | +75.0% | +16.2% | +58.8% | +66.5% |
| 1Y | +82.6% | +21.8% | +60.8% | +68.0% |
| 3Y | +241.3% | -23.9% | +265.2% | +308.0% |
| All | +137.8% | -23.2% | +161.0% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling